+52.0%
CGNX vs RJF
+69.0%
-17.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +3.2% | -2.7% | +5.9% | +4.6% |
| 30D | +6.0% | -4.3% | +10.3% | +8.2% |
| 3M | +3.5% | +15.7% | -12.2% | -4.8% |
| 6M | +26.3% | +17.8% | +8.5% | +14.3% |
| YTD | +79.2% | +9.2% | +70.1% | +68.4% |
| 1Y | +43.8% | +2.8% | +41.0% | +40.0% |
| 3Y | +52.0% | +69.5% | -17.5% | +8.5% |
| All | +52.0% | +69.0% | -17.1% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling